MEDIA NUSANTARA (Germany) Market Value
| 5M2 Stock | 0.01 0.0005 4.35% |
| Symbol | MEDIA |
MEDIA NUSANTARA 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to MEDIA NUSANTARA's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of MEDIA NUSANTARA.
| 10/16/2024 |
| 01/09/2026 |
If you would invest 0.00 in MEDIA NUSANTARA on October 16, 2024 and sell it all today you would earn a total of 0.00 from holding MEDIA NUSANTARA CIT or generate 0.0% return on investment in MEDIA NUSANTARA over 450 days.
MEDIA NUSANTARA Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure MEDIA NUSANTARA's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess MEDIA NUSANTARA CIT upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.1002 | |||
| Maximum Drawdown | 35.29 | |||
| Value At Risk | (5.56) | |||
| Potential Upside | 5.88 |
MEDIA NUSANTARA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MEDIA NUSANTARA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MEDIA NUSANTARA's standard deviation. In reality, there are many statistical measures that can use MEDIA NUSANTARA historical prices to predict the future MEDIA NUSANTARA's volatility.| Risk Adjusted Performance | 0.0955 | |||
| Jensen Alpha | 0.5199 | |||
| Total Risk Alpha | 0.0773 | |||
| Treynor Ratio | 0.7795 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MEDIA NUSANTARA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
MEDIA NUSANTARA CIT Backtested Returns
MEDIA NUSANTARA appears to be out of control, given 3 months investment horizon. MEDIA NUSANTARA CIT has Sharpe Ratio of 0.12, which conveys that the firm had a 0.12 % return per unit of risk over the last 3 months. By examining MEDIA NUSANTARA's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please exercise MEDIA NUSANTARA's mean deviation of 1.81, and Risk Adjusted Performance of 0.0955 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, MEDIA NUSANTARA holds a performance score of 9. The company secures a Beta (Market Risk) of 0.74, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, MEDIA NUSANTARA's returns are expected to increase less than the market. However, during the bear market, the loss of holding MEDIA NUSANTARA is expected to be smaller as well. Please check MEDIA NUSANTARA's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to make a quick decision on whether MEDIA NUSANTARA's current price movements will revert.
Auto-correlation | -0.08 |
Very weak reverse predictability
MEDIA NUSANTARA CIT has very weak reverse predictability. Overlapping area represents the amount of predictability between MEDIA NUSANTARA time series from 16th of October 2024 to 29th of May 2025 and 29th of May 2025 to 9th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of MEDIA NUSANTARA CIT price movement. The serial correlation of -0.08 indicates that barely 8.0% of current MEDIA NUSANTARA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
MEDIA NUSANTARA CIT lagged returns against current returns
Autocorrelation, which is MEDIA NUSANTARA stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting MEDIA NUSANTARA's stock expected returns. We can calculate the autocorrelation of MEDIA NUSANTARA returns to help us make a trade decision. For example, suppose you find that MEDIA NUSANTARA has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
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MEDIA NUSANTARA regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If MEDIA NUSANTARA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MEDIA NUSANTARA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MEDIA NUSANTARA stock over time.
Current vs Lagged Prices |
| Timeline |
MEDIA NUSANTARA Lagged Returns
When evaluating MEDIA NUSANTARA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MEDIA NUSANTARA stock have on its future price. MEDIA NUSANTARA autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, MEDIA NUSANTARA autocorrelation shows the relationship between MEDIA NUSANTARA stock current value and its past values and can show if there is a momentum factor associated with investing in MEDIA NUSANTARA CIT.
Regressed Prices |
| Timeline |
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Additional Tools for MEDIA Stock Analysis
When running MEDIA NUSANTARA's price analysis, check to measure MEDIA NUSANTARA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy MEDIA NUSANTARA is operating at the current time. Most of MEDIA NUSANTARA's value examination focuses on studying past and present price action to predict the probability of MEDIA NUSANTARA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move MEDIA NUSANTARA's price. Additionally, you may evaluate how the addition of MEDIA NUSANTARA to your portfolios can decrease your overall portfolio volatility.